-25.7%
RKT vs AGG
-2.9%
-22.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.5% | -1.8% |
| 7D | -1.0% | -0.2% | -0.8% | -0.2% |
| 30D | -2.4% | -0.2% | -2.2% | -1.1% |
| 3M | +1.9% | -0.7% | +2.6% | +6.3% |
| 6M | -13.9% | -1.8% | -12.1% | -5.0% |
| YTD | -30.6% | -0.6% | -30.1% | -26.7% |
| 1Y | -34.4% | +0.4% | -34.7% | -32.9% |
| 3Y | +38.2% | +13.2% | +25.0% | -1.3% |
| 5Y | -9.7% | -2.0% | -7.7% | +13.8% |
| All | -25.7% | -2.9% | -22.7% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AGG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling